-69.8%
WEED vs VT
+74.4%
-144.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.2% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | +16.3% | -0.7% | +17.0% | +17.1% |
| 3M | -4.7% | +4.0% | -8.7% | -8.6% |
| 6M | +38.8% | +12.3% | +26.5% | +24.3% |
| YTD | +14.5% | +14.0% | +0.5% | +1.0% |
| 1Y | +5.5% | +20.3% | -14.8% | -11.8% |
| 3Y | -33.7% | +75.4% | -109.2% | -61.3% |
| All | -69.8% | +74.4% | -144.1% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling